ABSTRACT
In this chapter we briefly review without proofs some definitions and concepts in probability and statistics. Many introductory and more advanced texts can be recommended for review and reference. On introductory probability see e.g., Bean [26], Ghahramani [124], or Ross [249]. Mathematical statistics and probability books at an advanced undergraduate or first-year graduate level include, e.g., DeGroot and Schervish [69], Freund (Miller and Miller) [209], Hogg, McKean and Craig [150] or Larsen and Marx [177]. Casella and Berger [40] or Bain and Englehart [21] are somewhat more advanced. Durrett [80] is a graduate probability text. Lehmann [180] and Lehmann and Casella [181] are graduate texts in statistical inference.
